-70.1%
INDI vs SPY
+81.0%
-151.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.3% |
| 7D | -8.1% | -0.4% | -7.8% | -7.5% |
| 30D | -11.8% | -1.4% | -10.5% | -9.0% |
| 3M | -18.4% | +3.7% | -22.1% | -23.1% |
| 6M | +26.6% | +13.0% | +13.6% | +0.4% |
| YTD | -7.1% | +12.4% | -19.5% | -25.3% |
| 1Y | -19.0% | +18.5% | -37.5% | -41.0% |
| 3Y | -49.7% | +77.6% | -127.3% | -81.2% |
| 5Y | -70.1% | +81.7% | -151.8% | -87.9% |
| All | -70.1% | +81.0% | -151.1% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling